Create depth in your designs by using stitch textures, stitch angles, and stitch colors.  Begin by drawing your design to create shapes that can be filled with stitches (closed shapes).

Click on the set fill stitch icon on the toolbar on the stitch tab.  Select a stitch pattern that has a linear repeat texture.

Click on each of the closed shapes to fill the area with the stitches.

Edit the stitch direction on the fill stitch properties bar to help increase the visual effect of depth into the shapes.

Color the shapes with the set thread tool to add even more depth to the design.

NOTE:  It is difficult to see the stitch pattern and stitch direction when using very dark colors.  Lighter thread colors show the design elements more easily.